+639.5%
CEG vs SPXS
-84.4%
+723.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +5.4% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +12.9% | +0.8% | +12.1% | +13.4% |
| 3M | +13.2% | -4.7% | +17.9% | +12.1% |
| 6M | -7.0% | -29.6% | +22.6% | -17.5% |
| YTD | -15.0% | -29.8% | +14.8% | -24.1% |
| 1Y | -2.7% | -38.9% | +36.2% | -16.6% |
| 3Y | +184.1% | -79.6% | +263.7% | +91.7% |
| All | +639.5% | -84.4% | +723.9% | +400.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling